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view scripts/ode/private/integrate_const.m @ 20830:b65888ec820e draft default tip gccjit
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author | Stefan Mahr <dac922@gmx.de> |
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date | Fri, 27 Feb 2015 16:59:36 +0100 |
parents | a260a6acb70f |
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## Copyright (C) 2013, Roberto Porcu' <roberto.porcu@polimi.it> ## ## This file is part of Octave. ## ## Octave is free software; you can redistribute it and/or modify it ## under the terms of the GNU General Public License as published by ## the Free Software Foundation; either version 3 of the License, or (at ## your option) any later version. ## ## Octave is distributed in the hope that it will be useful, but ## WITHOUT ANY WARRANTY; without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU ## General Public License for more details. ## ## You should have received a copy of the GNU General Public License ## along with Octave; see the file COPYING. If not, see ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {Function File} {[@var{t}, @var{y}] =} integrate_const (@var{@@stepper}, @var{@@fun}, @var{tspan}, @var{x0}, @var{dt}, @var{options}) ## ## This function file can be called by an ODE solver function in order to ## integrate the set of ODEs on the interval @var{[t0,t1]} with a constant ## timestep @var{dt}. ## ## This function must be called with two output arguments: @var{t} and @var{y}. ## Variable @var{t} is a column vector and contains the time stamps, instead ## @var{y} is a matrix in which each column refers to a different unknown of ## the problem and the rows number is the same of @var{t} rows number so that ## each row of @var{y} contains the values of all unknowns at the time value ## contained in the corresponding row in @var{t}. ## ## The first input argument must be a function_handle or an inline function ## representing the stepper, that is the function responsible for step-by-step ## integration. This function discriminates one method from the others. ## ## The second input argument is the order of the stepper. It is needed to ## compute the adaptive timesteps. ## ## The third input argument is a function_handle or an inline function that ## defines the set of ODE: ## ## @ifhtml ## @example ## @math{y' = f(t,y)} ## @end example ## @end ifhtml ## @ifnothtml ## @math{y' = f(t,y)}. ## @end ifnothtml ## ## The third input argument is the time vector which defines integration ## interval, that is @var{[tspan(1),tspan(end)]} and all the intermediate ## elements are taken as times at which the solution is required. ## ## The fourth argument contains the initial conditions for the ODEs. ## ## The fifth input argument represents the fixed timestep and the last input ## argument contains some options that may be needed for the stepper. ## @end deftypefn ## ## @seealso{integrate_adaptive, integrate_n_steps} function solution = integrate_const (stepper, func, tspan, x0, dt, options) solution = struct (); ## first values for time and solution t = tspan(1); x = x0(:); vdirection = odeget (options, "vdirection", [], "fast"); if (sign (dt) != vdirection) error ("OdePkg:InvalidArgument", "option 'InitialStep' has a wrong sign"); endif ## setting parameters k = length (tspan); counter = 2; comp = 0.0; tk = tspan(1); options.comp = comp; ## Initialize the OutputFcn if (options.vhaveoutputfunction) if (options.vhaveoutputselection) solution.vretout = x(options.OutputSel,end); else solution.vretout = x; endif feval (options.OutputFcn, tspan, solution.vretout, "init", options.vfunarguments{:}); endif ## Initialize the EventFcn if (options.vhaveeventfunction) odepkg_event_handle (options.Events, t(end), x, "init", options.vfunarguments{:}); endif solution.vcntloop = 2; solution.vcntcycles = 1; #vu = vinit; #vk = vu.' * zeros(1,6); vcntiter = 0; solution.vunhandledtermination = true; solution.vcntsave = 2; z = t; u = x; k_vals = feval (func, t , x, options.vfunarguments{:}); while (counter <= k) ## computing the integration step from t to t+dt [s, y, ~, k_vals] = stepper (func, z(end), u(:,end), dt, options, k_vals); [tk, comp] = kahan (tk,comp, dt); options.comp = comp; s(end) = tk; if (options.vhavenonnegative) x(options.NonNegative,end) = abs (x(options.NonNegative,end)); y(options.NonNegative,end) = abs (y(options.NonNegative,end)); y_est(options.NonNegative,end) = abs (y_est(options.NonNegative,end)); endif if (options.vhaveoutputfunction && options.vhaverefine) vSaveVUForRefine = u(:,end); endif ## values on this interval for time and solution z = [t(end);s]; u = [x(:,end),y]; ## if next tspan value is caught, update counter if ((z(end) == tspan(counter)) || (abs (z(end) - tspan(counter)) / (max (abs (z(end)), abs (tspan(counter)))) < 8*eps) ) counter++; ## if there is an element in time vector at which the solution is required ## the program must compute this solution before going on with next steps elseif (vdirection * z(end) > vdirection * tspan(counter) ) ## initializing counter for the following cycle i = 2; while (i <= length (z)) ## if next tspan value is caught, update counter if ((counter <= k) && (((z(i) == tspan(counter)) || (abs (z(i) - tspan(counter)) / (max (abs (z(i)), abs (tspan(counter)))) < 8*eps))) ) counter++; endif ## else, loop until there are requested values inside this subinterval while ((counter <= k) && vdirection * z(i) > vdirection * tspan(counter) ) ## add the interpolated value of the solution u = [u(:,1:i-1),u(:,i-1) + (tspan(counter)-z(i-1))/(z(i)-z(i-1))* ... (u(:,i)-u(:,i-1)),u(:,i:end)]; ## add the time requested z = [z(1:i-1);tspan(counter);z(i:end)]; ## update counters counter++; i++; endwhile ## if new time requested is not out of this interval if ((counter <= k) && vdirection * z(end) > vdirection * tspan(counter)) ## update the counter i++; else ## else, stop the cycle and go on with the next iteration i = length (z)+1; endif endwhile endif x = [x,u(:,2:end)]; t = [t;z(2:end)]; solution.vcntsave = solution.vcntsave + 1; solution.vcntloop = solution.vcntloop + 1; vcntiter = 0; ## Call plot only if a valid result has been found, therefore this ## code fragment has moved here. Stop integration if plot function ## returns false if (options.vhaveoutputfunction) for vcnt = 0:options.Refine # Approximation between told and t if (options.vhaverefine) # Do interpolation vapproxtime = (vcnt + 1) / (options.Refine + 2); vapproxvals = (1 - vapproxtime) * vSaveVUForRefine ... + (vapproxtime) * y(:,end); vapproxtime = s(end) + vapproxtime*dt; else vapproxvals = x(:,end); vapproxtime = t(end); endif if (options.vhaveoutputselection) vapproxvals = vapproxvals(options.OutputSel); endif vpltret = feval (options.OutputFcn, vapproxtime, vapproxvals, [], options.vfunarguments{:}); if (vpltret) # Leave refinement loop break; endif endfor if (vpltret) # Leave main loop solution.vunhandledtermination = false; break; endif endif ## Call event only if a valid result has been found, therefore this ## code fragment has moved here. Stop integration if veventbreak is true if (options.vhaveeventfunction) solution.vevent = odepkg_event_handle (options.Events, t(end), x(:,end), [], options.vfunarguments{:}); if (! isempty (solution.vevent{1}) && solution.vevent{1} == 1) t(solution.vcntloop-1,:) = solution.vevent{3}(end,:); x(:,solution.vcntloop-1) = solution.vevent{4}(end,:)'; solution.vunhandledtermination = false; break; endif endif ## Update counters that count the number of iteration cycles solution.vcntcycles = solution.vcntcycles + 1; # Needed for cost statistics vcntiter = vcntiter + 1; # Needed to find iteration problems ## Stop solving because the last 1000 steps no successful valid ## value has been found if (vcntiter >= 5000) error (["Solving has not been successful. The iterative", " integration loop exited at time t = %f before endpoint at", " tend = %f was reached. This happened because the iterative", " integration loop does not find a valid solution at this time", " stamp. Try to reduce the value of 'InitialStep' and/or", " 'MaxStep' with the command 'odeset'.\n"], s(end), tspan(end)); endif ## if this is the last iteration, save the length of last interval if (counter > k) j = length (z); endif endwhile ## Check if integration of the ode has been successful if (vdirection * z(end) < vdirection * tspan(end)) if (solution.vunhandledtermination == true) error ("OdePkg:InvalidArgument", ["Solving has not been successful. The iterative integration" " loop exited at time t = %f before endpoint at tend = %f was", " reached. This may happen if the stepsize grows smaller than", " defined in vminstepsize. Try to reduce the value of", " 'InitialStep' and/or 'MaxStep' with the command 'odeset'.\n"], z(end), tspan(end)); else warning ("OdePkg:InvalidArgument", ["Solver has been stopped by a call of 'break' in the main", " iteration loop at time t = %f before endpoint at tend = %f", " was reached. This may happen because the @odeplot function", " returned 'true' or the @event function returned 'true'.\n"], z(end), tspan(end)); endif endif ## compute how many values are out of time inerval d = vdirection * t((end-(j-1)):end) > vdirection * tspan(end) * ones (j, 1); f = sum (d); ## remove not-requested values of time and solution solution.t = t(1:end-f); solution.x = x(:,1:end-f)'; endfunction